+36.7%
DVN vs HST
+82.3%
-45.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +10.4% | +3.6% | +6.8% | +8.6% |
| 30D | -6.7% | +11.2% | -17.9% | -11.3% |
| 3M | +5.6% | +13.1% | -7.5% | -0.5% |
| 6M | +0.7% | +23.9% | -23.2% | -10.4% |
| YTD | +29.6% | +52.3% | -22.7% | +2.5% |
| 1Y | +36.3% | +56.7% | -20.3% | +6.0% |
| 3Y | +13.2% | +87.5% | -74.4% | -22.3% |
| All | +36.7% | +82.3% | -45.6% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling